CME Australian Dollar Future March 2021


Trading Metrics calculated at close of trading on 04-Feb-2021
Day Change Summary
Previous Current
03-Feb-2021 04-Feb-2021 Change Change % Previous Week
Open 0.7609 0.7623 0.0014 0.2% 0.7712
High 0.7628 0.7650 0.0022 0.3% 0.7767
Low 0.7603 0.7590 -0.0013 -0.2% 0.7594
Close 0.7625 0.7604 -0.0021 -0.3% 0.7642
Range 0.0025 0.0060 0.0035 138.0% 0.0173
ATR 0.0075 0.0074 -0.0001 -1.5% 0.0000
Volume 89,876 85,694 -4,182 -4.7% 665,734
Daily Pivots for day following 04-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7793 0.7758 0.7636
R3 0.7733 0.7698 0.7620
R2 0.7674 0.7674 0.7614
R1 0.7639 0.7639 0.7609 0.7627
PP 0.7614 0.7614 0.7614 0.7608
S1 0.7579 0.7579 0.7598 0.7567
S2 0.7555 0.7555 0.7593
S3 0.7495 0.7520 0.7587
S4 0.7436 0.7460 0.7571
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8186 0.8087 0.7737
R3 0.8013 0.7914 0.7689
R2 0.7840 0.7840 0.7673
R1 0.7741 0.7741 0.7657 0.7704
PP 0.7667 0.7667 0.7667 0.7649
S1 0.7568 0.7568 0.7626 0.7531
S2 0.7494 0.7494 0.7610
S3 0.7321 0.7395 0.7594
S4 0.7148 0.7222 0.7546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7706 0.7566 0.0141 1.8% 0.0063 0.8% 27% False False 109,600
10 0.7773 0.7566 0.0207 2.7% 0.0076 1.0% 18% False False 116,058
20 0.7822 0.7566 0.0256 3.4% 0.0076 1.0% 15% False False 109,403
40 0.7825 0.7408 0.0417 5.5% 0.0073 1.0% 47% False False 100,439
60 0.7825 0.7228 0.0597 7.8% 0.0068 0.9% 63% False False 67,695
80 0.7825 0.6996 0.0829 10.9% 0.0069 0.9% 73% False False 50,787
100 0.7825 0.6996 0.0829 10.9% 0.0068 0.9% 73% False False 40,634
120 0.7825 0.6996 0.0829 10.9% 0.0066 0.9% 73% False False 33,863
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7902
2.618 0.7805
1.618 0.7746
1.000 0.7709
0.618 0.7686
HIGH 0.7650
0.618 0.7627
0.500 0.7620
0.382 0.7613
LOW 0.7590
0.618 0.7553
1.000 0.7531
1.618 0.7494
2.618 0.7434
4.250 0.7337
Fisher Pivots for day following 04-Feb-2021
Pivot 1 day 3 day
R1 0.7620 0.7615
PP 0.7614 0.7611
S1 0.7609 0.7607

These figures are updated between 7pm and 10pm EST after a trading day.

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